The Edinburgh side, beaten 2-1 by London cracks Hampstead & Westminster on Saturday with two goals in the last five minutes, bounced back to defeat former Austrian champions Post SV 3-0 in Terrassa, Spain.
It was the club's maiden victory in the tough event featuring some Europe's best teams and world-class players.
After three games in four days, the result means Grange finished seventh in the eight-team tournament.
Manager Martin Shepherdson said: "We are proud to have won our first game in the new format. We put in a tremendous effort and got what we deserved."
The result was achieved minus Scotland's top striker this season, Fraser Heigh, who broke a thumb against Hampstead & Westminster.
Goalkeeper David Forrester said: "It was a fantastic performance by everyone, especially given Fraser's injury. While we were gutted to lose against Hampstead, we knew we had played well and we have been getting better and better through the tournament.
"We also knew that if we put our best foot forward they we had a chance of winning."
A double from 31-year-old insurance broker Albert Rowling, one from a penalty stroke in 15 minutes and the second a penalty corner after 38 minutes, got Grange off to a flyer.
The third goal came on 49 minutes from 18-year-old schoolboy Peter Caughey, hooking the ball home from close range, secured the welcome win.